[2020] Is there a way to link my current Epic Games account to my Xbox after it's already started?

You are able to remove the Xbox Login from the (headless) Epic Games account.

Do the following in order to disconnect the Xbox account from the headless account and reconnect it to your "main" Epic Games account:

• Go to the website and login using your Xbox credentials (from the login dropdown, select Xbox)
• After logging in, it'll ask you for additional details. In particular, an email address, display name and password. IMPORTANT: Make sure you use a REAL email address you have access to (and it's not associated with an existing Epic Games account)
• After you've "upgraded" that headless account, it'll basically be a full Epic Games account with an email/password to login. Go to https://www.epicgames.com/account/connected and verify your email address (the link will be on the top of the page)
• Once you verify your email address, you will be able to go to https://www.epicgames.com/account/connected and "Disconnect" your Xbox credentials NOTE: At this point, you will only be able to access that account using the email/password you created in the steps above
• Now your Xbox login is freed to be used with another Epic Games account. Logout of the website, login with your main account and go to https://www.epicgames.com/account/connected to "Connect" your Xbox account.